Because this guy finds new ways to be a pain, and then never actually replies to anyone to help them figure it all out.
This is the first time it's even POSSIBLE to download the stages at all.
Anyways, this was on his site...if you can read it....
"WARNING
our operation (Mugen™)
i'm afraid, i am.
i'm chief agent Lin_Km_Yu of the Mugen Taiwan.
Mugen™ has jurisdiction here, protect idea, research and any creations.
people ask me why do i do that.
the .exe is going to kill u, absolutely right!
if u download the unofficial web, link, even a host URL.
they might kill u for what u're doing it.
by the time if u do not like here any of mine, why do u download it.
I assure u, these files are safe .exe of our operation."
In short he just founds a new way to make it so you can't use his stages.
There is no real password given to get the file from the exe, and because it is passworded, it makes it impossible to get the stage without it.
Veterans Day